Quantitative Risk Analyst

Senior Technical Recruiter @ Informatic Technologies, Inc. | Data Modeling/Warehousing

The candidate will assist the Clearing Department on day-to-day activities in support of the Quantitative Risk Team. The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back‑testing models for clearing initiatives.

• Code release testing
• Historical data validation
• Margin and stress testing model validation
• Portfolio back‑testing
• Efficient, independent research, problem analysis, solution implementation, and timely delivery of high‑quality results

• Master’s (or above) in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline
• Strong quantitative and analytical background
• Excellent programming, communication, and documentation skills
• Knowledge of financial markets
• Advanced quantitative risk modeling and statistical models in risk management (preferred)
• Advanced derivatives modeling and volatility models (preferred)
• Experience with C++, C#, R, VBA, Python, and SQL
• Experience developing risk models such as Historical VaR, Monte Carlo VaR, Multi‑Factor Risk Models, Stressed VaR, Liquidity Risk models, etc. (preferred)

Mid‑Senior level

Contract

Consulting, Finance, and Information Technology

Financial Services and Investment Banking

• Vision insurance
• Medical insurance
• 401(k)
• Pension plan
• Paid paternity جناحة